Gregory
International Sex Symbol
FYI, Vertigo is part of DC, so many of the titles you list are actually DC trades. I haven't read most of the ones on the list, but I understand that Watchmen and V for Vendetta are classics of the genre. I'd probably read Planetary rather than The Authority, if you want to try out Warren Ellis; they're both by him. Many people consider Preacher to be a classic, but I do not; Garth Ennis seems convinced that if he just manages to be offensive enough, his works will magically become funny, but Mr. Reality doesn't seem to agree with him. Get Hitman trades (published by DC, but Preacher is a Vertigo book anyway, so... *shrug*) instead if you want to try him out, or look for back issues of The Demon (Ennis' run, not the awful Blood of the Demon thing). I like Lucifer a lot; it's a sort of sequal to Neil Gaiman's Vertigo series The Sandman, but you don't need a whole lot of background information. Most of the titles on your list are famous, so I should think that you could find them in comic stores. Heck, you can find some of them in Waldenbooks. (Edit: Maybe? I see you live in the UK; I don't know what the comic situation is like over there.)
If you want something that is not merely not published by Marvel and DC, but is completely unlike anything they publish, then you should try reading Tintin or Asterax(sp?) the Gaul, two classic French comics. Good luck finding them in comic stores, though; Amazon is your friend.